siat 2.14.1__py3-none-any.whl → 3.0.0__py3-none-any.whl

siat/markowitz.py

@@ -473,7 +473,8 @@ def portfolio_corr(pf_info):
     sr=stock_return.copy()
     collist=list(sr)
     for col in collist:
-        sr.rename(columns={col:codetranslate(col)},inplace=True)
+        #投资组合中名称翻译以债券优先处理，因此几乎没有人把基金作为成分股
+        sr.rename(columns={col:ticker_name(col,'bond')},inplace=True)
 
     # 计算相关矩阵
     correlation_matrix = sr.corr()
@@ -1910,7 +1911,7 @@ def portfolio_optimize_strategy(pf_info,ratio='sharpe',simulation=50000,RF=False
 def translate_tickerlist(tickerlist):
     newlist=[]
     for t in tickerlist:
-        name=codetranslate(t)
+        name=ticker_name(t,'bond')
         newlist=newlist+[name]
         
     return newlist
@@ -2165,7 +2166,7 @@ def security_correlation(tickers,start,end,info_type='Close'):
 
     collist=list(df)
     for col in collist:
-        df.rename(columns={col:codetranslate(col)},inplace=True)
+        df.rename(columns={col:ticker_name(col,'bond')},inplace=True)
     df_coor = df.corr()
 
 
@@ -2265,7 +2266,7 @@ def describe_portfolio(portfolio):
     
     print("*** 投资组合信息:",pname)
     print("\n所在市场:",ectranslate(scope))
-    print("市场指数:",codetranslate(mktidx)+'('+mktidx+')')
+    print("市场指数:",ticker_name(mktidx,'bond')+'('+mktidx+')')
     print("成分股及其份额：")    
 
     num=len(tickerlist)
@@ -2274,7 +2275,7 @@ def describe_portfolio(portfolio):
     sharelist1=[]
     for t in range(num):
         #seqlist=seqlist+[t+1]
-        tickerlist1=tickerlist1+[codetranslate(tickerlist[t])+'('+tickerlist[t]+')']
+        tickerlist1=tickerlist1+[ticker_name(tickerlist[t],'bond')+'('+tickerlist[t]+')']
         sharelist1=sharelist1+[str(round(sharelist[t],2))+'%']
 
     import pandas as pd

siat/option_china.py

@@ -1648,7 +1648,7 @@ def index_option_price_china2(option,contract, \
     if graph:
         #获取股指历史价格
         collabel_so='期权价格'
-        collabel_si=codetranslate(ua)
+        collabel_si=ticker_name(ua)
         if ('P' in contract) or ('p' in contract): 
             direction='Put'
         else:

siat/option_pricing.py

@@ -1260,7 +1260,7 @@ def option_chain(ticker,mdate,printout=True):
     today = datetime.date.today()    
     
     print("\n===== 期权链的结构 =====")
-    print("标的资产:",codetranslate(ticker))
+    print("标的资产:",ticker_name(ticker))
     print("到期日期:",mdate)
     print("看涨期权:",num_call)
     print("    实值/虚值:",num_call_ITM,'/',num_call_OTM)
@@ -1286,7 +1286,7 @@ def option_chain(ticker,mdate,printout=True):
     ylabeltxt='期权价格('+currency+')'
     titletxt="期权价格与其标的资产行权价格的关系"
     footnote="行权价("+currency+") -->\n"+ \
-        "标的资产: "+codetranslate(ticker)+ \
+        "标的资产: "+ticker_name(ticker)+ \
         ", "+"到期日: "+mdate+ \
         "\n数据来源: 雅虎财经, "+str(today)
     plot_2lines(df1,colname1,label1,df2,colname2,label2, \
@@ -1746,7 +1746,7 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     colname2='Benchmark'
     label2='等比例线'
     ylabeltxt='比例'
-    titletxt="期权链结构中的合约数量: "+codetranslate(ticker)+", 虚值看涨/看跌期权比例"
+    titletxt="期权链结构中的合约数量: "+ticker_name(ticker)+", 虚值看涨/看跌期权比例"
 
     footnote="数据来源：雅虎财经, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1756,7 +1756,7 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     #绘图2：OTM Calls vs OTM Puts交易金额比例
     colname1='OTM Amount Call/Put'
     label1='虚值看涨/看跌期权交易金额比例'
-    titletxt="期权链结构中的交易金额: "+codetranslate(ticker)+", 虚值看涨/看跌期权比例"
+    titletxt="期权链结构中的交易金额: "+ticker_name(ticker)+", 虚值看涨/看跌期权比例"
 
     footnote="数据来源：雅虎财经, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1770,7 +1770,7 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     colname2='Benchmark'
     label2='当前股价'
     ylabeltxt='股价('+currency+')'
-    titletxt="基于期权链结构的股价走势估计: "+codetranslate(ticker)
+    titletxt="基于期权链结构的股价走势估计: "+ticker_name(ticker)
 
     footnote="数据来源：雅虎财经, "+str(today)
     plot_line2(df2,ticker,colname1,label1, \
@@ -1781,7 +1781,7 @@ def stock_trend_by_option(ticker,lastndays=7,cutoff=[1.1,5.0,10.0]):
     collist=['Date','Trend','Estimated Price','OTM Volume Call/Put','OTM Amount Call/Put']
     df3=df2[collist]
     
-    print("\n ======= 基于期权链结构的股票走势和价格预期: "+codetranslate(ticker)+" =======")
+    print("\n ======= 基于期权链结构的股票走势和价格预期: "+ticker_name(ticker)+" =======")
     #设置打印对齐
     pd.set_option('display.max_columns', 1000)
     pd.set_option('display.width', 1000)

siat/risk_adjusted_return.py

@@ -150,8 +150,8 @@ def print_rar_ratio(regdf,portfolio,ret_mean,ratio_name,ratio):
     date_end=str(regdf.index[-1].year)+'-'+str(regdf.index[-1].month)+ \
             '-'+str(regdf.index[-1].day)            
     print("\n===== 风险调整收益率 =====")
-    print("市场指数:",ectranslate(scope),'\b,',codetranslate(mktidx))
-    #print("成分股  :",codetranslate(stocklist))
+    print("市场指数:",ectranslate(scope),'\b,',ticker_name(mktidx))
+    #print("成分股  :",ticker_name(stocklist))
     #print("持仓权重:",portionlist)
     print("计算期间:",date_start,"至",date_end)
     """
@@ -482,12 +482,12 @@ def draw_rar_ratio(rars,portfolio,ratio_name):
     #plt.plot(rars['Mean(Ret)'],label='Stock(s) return(%)',color='blue',lw=1)
     plt.axhline(y=0.0,color='black',linestyle=':')
     
-    titletxt='风险调整收益的滚动趋势'+'\n'+str(codetranslate(stocklist))
+    titletxt='风险调整收益的滚动趋势'+'\n'+str(ticker_name(stocklist))
     if len(stocklist) > 1:
         titletxt=titletxt+'\n持仓比例: '+str(portionlist)   
     """
     if len(stocklist) == 1:
-        titletxt='风险调整收益的滚动趋势'+'\n（'+codetranslate(stocklist)+'）'   
+        titletxt='风险调整收益的滚动趋势'+'\n（'+ticker_name(stocklist)+'）'   
     """
     #plt.title(titletxt,fontsize=12,fontweight='bold') 
     plt.title(titletxt,fontsize=12) 
@@ -597,9 +597,9 @@ def sharpe_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
         print("投资组合:",product)        
         print("计算期间：",date_start,"至",date_end,"(可用日期)")
         print("风险溢价均值(%)：",round(ret_rf_mean,4))
@@ -693,9 +693,9 @@ def sortino_ratio_portfolio(portfolio,start,end,RF=True,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
         print("投资组合:",product)        
         print("计算期间：",date_start,"至",date_end, \
               "(可用日期)")
@@ -798,9 +798,9 @@ def jensen_alpha_portfolio(portfolio,start,end,RF=True,printout=True):
         
         _,_,tickerlist,sharelist=decompose_portfolio(portfolio)
         if len(tickerlist)==1:
-            product=str(codetranslate(tickerlist))
+            product=str(ticker_name(tickerlist,'bond'))
         else:
-            product=str(codetranslate(tickerlist))+' by '+str(sharelist)
+            product=str(ticker_name(tickerlist,'bond'))+' by '+str(sharelist)
         print("投资组合:",product)        
         print("计算期间：",date_start,"至",date_end,"(可用日期)")
         print("风险溢价均值(%)：",round(ret_rf_mean,4))
@@ -1256,7 +1256,7 @@ def compare_mrar(tickers,rar_name,start,end, \
             continue
         else:
             dft=df_tmp[['RAR']]
-            #dft.rename(columns={'RAR':codetranslate(t)},inplace=True)
+            #dft.rename(columns={'RAR':ticker_name(t)},inplace=True)
             dft.rename(columns={'RAR':t},inplace=True)
             
         if len(df)==0:
@@ -1301,7 +1301,7 @@ def compare_mrar(tickers,rar_name,start,end, \
     if graph:
         # 翻译证券名称
         for c in list(df1):
-            df1.rename(columns={c:codetranslate(c)},inplace=True)
+            df1.rename(columns={c:ticker_name(c)},inplace=True)
         
         draw_lines(df1,y_label,x_label, \
                    axhline_value=axhline_value,axhline_label=axhline_label, \
@@ -1311,7 +1311,7 @@ def compare_mrar(tickers,rar_name,start,end, \
         
         dfcols=list(df)
         for c in dfcols:
-            ccn=codetranslate(c)+'('+c+')'
+            ccn=ticker_name(c)+'('+c+')'
             df.rename(columns={c:ccn},inplace=True)
         
         if sortby=='tpw_mean':
@@ -1433,7 +1433,7 @@ def compare_1security_mrar(ticker,rar_names,start,end, \
     import datetime; today = datetime.date.today()
     y_label="风险调整收益指标"
     x_label="数据来源: 综合新浪/stooq/Yahoo，"+str(today)
-    title_txt="证券风险调整收益滚动指标："+codetranslate(tickers[0])
+    title_txt="证券风险调整收益滚动指标："+ticker_name(tickers[0])
 
     # 是否绘图
     if graph:

siat/risk_adjusted_return2.py

@@ -50,7 +50,9 @@ if __name__=='__main__':
     sortino1=get_rolling_sharpe_sortino(ticker,start,end,rar_name="sortino",ret_type="Monthly Ret%",RF=0)
     sortino2=get_rolling_sharpe_sortino(ticker,start,end,rar_name="sortino",ret_type="Monthly Ret%",RF=0.01759)
 
-def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%",RF=0,source='auto'):
+def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
+                               ret_type="Monthly Ret%",RF=0,source='auto', \
+                               ticker_type='auto'):
     """
     功能：获取一只股票的夏普比率或索替诺比率，基于给定的滚动收益率类型，在指定期间内
     支持股票和投资组合
@@ -80,7 +82,9 @@ def get_rolling_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Mont
     
     #抓取股价
     #pricedf=get_price(ticker,start1,end,source=source)
-    pricedf=get_price_security(ticker,start1,end,source=source)
+    #pricedf=get_price_security(ticker,start1,end,source=source)
+    pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1, \
+                                    todate=end,source=source,ticker_type=ticker_type)
     
     #计算收益率和收益率标准差
     rardf1=calc_daily_return(pricedf)
@@ -148,7 +152,8 @@ if __name__=='__main__':
     sharpe2=get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe",RF=0.01759)
     sortino2=get_expanding_sharpe_sortino(ticker,start,end,rar_name="sortino",RF=0.01759)
     
-def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Exp Ret%",RF=0,source='auto'):
+def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe", \
+                                 ret_type="Exp Ret%",RF=0,source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的夏普比率或索替诺比率，基于扩展收益率，在指定期间内
     支持股票和投资组合
@@ -161,7 +166,9 @@ def get_expanding_sharpe_sortino(ticker,start,end,rar_name="sharpe",ret_type="Ex
     
     #抓取股价
     #pricedf=get_price(ticker,start1,end,source=source)
-    pricedf=get_price_security(ticker,start1,end,source=source)
+    #pricedf=get_price_security(ticker,start1,end,source=source)
+    pricedf,found=get_price_1ticker_mixed(ticker=ticker,fromdate=start1, \
+                                    todate=end,source=source,ticker_type=ticker_type)
     
     #计算收益率和收益率标准差
     rardf2=calc_expanding_return(pricedf,start)
@@ -236,7 +243,7 @@ if __name__=='__main__':
 
 def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
                               ret_type="Monthly Ret%",RF=0, \
-                              regression_period=365,mktidx='auto',source='auto'):
+                              regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的特雷诺比率或阿尔法指数，基于给定的滚动收益率类型，在指定期间内
     支持股票和投资组合
@@ -273,7 +280,8 @@ def get_rolling_treynor_alpha(ticker,start,end,rar_name="alpha", \
     
     #CAPM回归，计算贝塔系数
     reg_result,dretdf3=regression_capm(ticker,start2,end,ret_type=ret_type,RF=RF, \
-                                       regtrddays=regtrddays,mktidx=mktidx,source=source)
+                                       regtrddays=regtrddays,mktidx=mktidx, \
+                                       source=source,ticker_type=ticker_type)
     
     #计算股票和指数的滚动收益率
     varx=ret_type+'_x'
@@ -340,7 +348,7 @@ if __name__=='__main__':
 
 def get_expanding_treynor_alpha(ticker,start,end,rar_name="alpha", \
                               ret_type="Exp Ret%",RF=0, \
-                              regression_period=365,mktidx='auto',source='auto'):
+                              regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的特雷诺比率或阿尔法指数，基于扩展收益率类型，在指定期间内
     支持股票和投资组合
@@ -358,7 +366,8 @@ def get_expanding_treynor_alpha(ticker,start,end,rar_name="alpha", \
     
     #CAPM回归，计算贝塔系数
     reg_result,dretdf3=regression_capm(ticker,start2,end,ret_type=ret_type,RF=RF, \
-                                       regtrddays=regtrddays,mktidx=mktidx,source=source)
+                                       regtrddays=regtrddays,mktidx=mktidx, \
+                                       source=source,ticker_type=ticker_type)
     
     #计算股票和指数的扩展收益率
     varx=ret_type+'_x'
@@ -443,7 +452,7 @@ if __name__=='__main__':
 
 
 def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
-            RF=0,regression_period=365,mktidx='auto',source='auto'):
+            RF=0,regression_period=365,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：获取一只股票的收益-风险性价比指标，在指定期间内，支持股票和投资组合
     支持滚动收益率和扩展收益率
@@ -463,25 +472,27 @@ def get_rar(ticker,start,end,rar_name="sharpe",ret_type="Monthly Ret%", \
         if ('sharpe' in rar_name_lower) or ('sortino' in rar_name_lower):
             rardf=get_rolling_sharpe_sortino(ticker=ticker,start=start,end=end, \
                                              rar_name=rar_name_lower, \
-                                             ret_type=ret_type_title,RF=RF,source=source)
+                                             ret_type=ret_type_title,RF=RF, \
+                                             source=source,ticker_type=ticker_type)
         elif ('alpha' in rar_name_lower) or ('treynor' in rar_name_lower):
             rardf=get_rolling_treynor_alpha(ticker=ticker,start=start,end=end, \
                                             rar_name=rar_name_lower, \
                                             ret_type=ret_type_title,RF=RF, \
                                             regression_period=regression_period, \
-                                            mktidx=mktidx,source=source)
+                                            mktidx=mktidx,source=source,ticker_type=ticker_type)
                 
     else:
         if ('sharpe' in rar_name_lower) or ('sortino' in rar_name_lower):
             rardf=get_expanding_sharpe_sortino(ticker=ticker,start=start,end=end, \
                                                rar_name=rar_name_lower, \
-                                               ret_type=ret_type_title,RF=RF,source=source)
+                                               ret_type=ret_type_title,RF=RF, \
+                                               source=source,ticker_type=ticker_type)
         elif ('alpha' in rar_name_lower) or ('treynor' in rar_name_lower):
             rardf=get_expanding_treynor_alpha(ticker=ticker,start=start,end=end, \
                                               rar_name=rar_name_lower, \
                                               ret_type=ret_type_title,RF=RF, \
                                               regression_period=regression_period, \
-                                              mktidx=mktidx,source=source)
+                                              mktidx=mktidx,source=source,ticker_type=ticker_type)
         
     return rardf
 
@@ -508,7 +519,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto'):
+                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：一只股票，对比其多个rar，支持股票和投资组合
     """
@@ -534,8 +545,11 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
     
-    tname=ticker_name(ticker)
+    tname=ticker_name(ticker,ticker_type)
     print("  Starting to retrive and calculate different rar for",tname,"\b, please wait ......")
+
+    #预处理ticker_type
+    ticker_type=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
         
     df=pd.DataFrame() 
     for t in rar:
@@ -543,7 +557,7 @@ def compare_1ticker_mrar(ticker,start,end,rar=['sharpe','sortino','treynor','alp
         with HiddenPrints():
             df_tmp=get_rar(ticker,start,end,t,ret_type=ret_type, \
                         RF=RF,regression_period=regression_period, \
-                        mktidx=mktidx,source=source)
+                        mktidx=mktidx,source=source,ticker_type=ticker_type)
         
         if df_tmp is None:
             break
@@ -649,7 +663,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
                          annotate=False,mktidx='auto',source='auto', \
-                         style_print=True):
+                         style_print=True,ticker_type='auto'):
     """
     功能：多只股票，对比其同一个rar，支持股票和投资组合
     """
@@ -677,19 +691,24 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
         regression_period=regression_period[0]
     print("  Starting to retrive and calculate",rar,"\b, please wait ......")
     
+    #预处理ticker_type
+    ticker_type_list=ticker_type_preprocess_mticker_mixed(ticker,ticker_type)
+    
     df=pd.DataFrame() 
     for t in ticker:
+        pos=ticker.index(t)
+        tt=ticker_type_list[pos]
         #关闭print输出
         with HiddenPrints():
             df_tmp=get_rar(t,start,end,rar_name=rar,ret_type=ret_type, \
                         RF=RF,regression_period=regression_period, \
-                        mktidx=mktidx,source=source)
+                        mktidx=mktidx,source=source,ticker_type=tt)
         
         if df_tmp is None:
             break
         else:
             dft=df_tmp[[rar]]
-            dft.rename(columns={rar:ticker_name(t)},inplace=True)
+            dft.rename(columns={rar:ticker_name(t,tt)},inplace=True)
             
         if len(df)==0: #第一个
             df=dft 
@@ -697,7 +716,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
             df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
 
     if len(df)==0:
-        print("  #Error(compare_mticker_1rar): rar data not available for",ticker_name(t),"between",start,end)        
+        print("  #Error(compare_mticker_1rar): rar data not available for",ticker_name(t,tt),"between",start,end)        
         return None
     
     #仅用于绘图和制表
@@ -705,7 +724,7 @@ def compare_mticker_1rar(ticker,start,end,rar='sharpe', \
     for c in list(df1):
         if df1[c].max() > axhline_value and df1[c].min() < axhline_value:
             axhline_label='零线'   #显示零线，但不标注图例        
-        #df1.rename(columns={c:codetranslate(c)},inplace=True)
+        #df1.rename(columns={c:ticker_name(c)},inplace=True)
     
     #共同脚注    
     footnote1=ectranslate(rar)+"基于"+ectranslate(ret_type)+"。"
@@ -785,7 +804,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
                          ret_type="Annual Ret%",RF=0,regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=True,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto'):
+                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：多只股票，多个rar，综合对比和排列。支持股票和投资组合
     """
@@ -809,7 +828,7 @@ def compare_mticker_mrar(ticker,start,end,rar=['sharpe','alpha','sortino','treyn
                                  ret_type,RF,regression_period, \
                                  graph,axhline_value,axhline_label, \
                                  printout,sortby,trailing,trend_threshhold, \
-                                 annotate,mktidx,source,style_print=True)        
+                                 annotate,mktidx,source,style_print=True,ticker_type=ticker_type)        
         if df_tmp is None:
             break
         else:
@@ -937,7 +956,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
                          RF=0,regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto'):
+                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：一只股票，同一个rar，对比其不同的收益率类型，支持股票和投资组合
     """
@@ -963,14 +982,15 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         RF=RF[0]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker),"on different types of return, please wait ......")
+    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different types of return, please wait ......")
         
     df=pd.DataFrame() 
     for t in ret_type:
         #关闭print输出
         with HiddenPrints():
             df_tmp=get_rar(ticker,start,end,rar,ret_type=t, \
-                        RF=RF,regression_period=regression_period,mktidx=mktidx,source=source)
+                        RF=RF,regression_period=regression_period,mktidx=mktidx, \
+                        source=source,ticker_type=ticker_type)
         
         if df_tmp is None:
             break
@@ -984,7 +1004,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
             df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
 
     if len(df)==0:
-        print("  #Error(compare_mticker_1rar): rar data not available for",ticker_name(ticker),"between",start,end)        
+        print("  #Error(compare_mticker_1rar): rar data not available for",ticker_name(ticker,ticker_type),"between",start,end)        
         return None
     
     #仅用于绘图和制表
@@ -1015,7 +1035,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
     #绘图
     if graph:
         
-        title_txt="风险调整收益："+ticker_name(ticker)
+        title_txt="风险调整收益："+ticker_name(ticker,ticker_type)
         y_label=ectranslate(rar)
 
         draw_lines(df1,y_label,x_label=footnotex, \
@@ -1036,7 +1056,7 @@ def compare_1ticker_1rar_mret(ticker,start,end,rar='sharpe', \
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker)+'，'+sortby_txt+' *****'
+        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
         
         footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
         footnote7="近期趋势和星号为多项因素综合研判，最多五颗星星"
@@ -1077,7 +1097,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
                          regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.01, \
-                         annotate=False,mktidx='auto',source='auto'):
+                         annotate=False,mktidx='auto',source='auto',ticker_type='auto'):
     """
     功能：一只股票，相同的rar，相同的收益率类型，不同的无风险收益率
     支持股票和投资组合
@@ -1104,14 +1124,15 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         RF=[RF]
     if isinstance(regression_period,list):
         regression_period=regression_period[0]
-    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker),"on different RF, please wait ......")
+    print("  Starting to retrive and calculate",rar,"for",ticker_name(ticker,ticker_type),"on different RF, please wait ......")
         
     df=pd.DataFrame() 
     for t in RF:
         #关闭print输出
         with HiddenPrints():
             df_tmp=get_rar(ticker,start,end,rar,ret_type, \
-                        RF=t,regression_period=regression_period,mktidx=mktidx,source=source)
+                        RF=t,regression_period=regression_period,mktidx=mktidx, \
+                            source=source,ticker_type=ticker_type)
         
         if df_tmp is None:
             break
@@ -1125,7 +1146,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
             df=pd.merge(df,dft,how='outer',left_index=True,right_index=True)
 
     if len(df)==0:
-        print("  #Error(compare_mticker_1rar): rar data inaccessible for",ticker_name(ticker),"between",start,end)        
+        print("  #Error(compare_mticker_1rar): rar data inaccessible for",ticker_name(ticker,ticker_type),"between",start,end)        
         return None
     
     #仅用于绘图和制表
@@ -1153,7 +1174,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
     #绘图
     if graph:
         
-        title_txt="风险调整收益："+ticker_name(ticker)
+        title_txt="风险调整收益："+ticker_name(ticker,ticker_type)
         y_label=ectranslate(rar)
 
         draw_lines(df1,y_label,x_label=footnotex, \
@@ -1174,7 +1195,7 @@ def compare_1ticker_1rar_1ret_mRF(ticker,start,end,rar='sharpe', \
         elif sortby=='trailing':
             sortby_txt='按推荐标记+短期均值走势降序排列'
         
-        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker)+'，'+sortby_txt+' *****'
+        title_txt='***** 风险调整收益评估：'+'基于'+ectranslate(rar)+'，'+ticker_name(ticker,ticker_type)+'，'+sortby_txt+' *****'
         
         footnote6='期间范围：'+str(start)+'至'+str(end)+"；近期范围：近"+str(trailing)+"个交易日。趋势变化率阈值："+str(trend_threshhold)+"。"
         footnote7="近期趋势和星号为多项因素综合研判，最多五颗星星"
@@ -1228,7 +1249,8 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                          regression_period=365, \
                          graph=True,axhline_value=0,axhline_label='', \
                          printout=False,sortby='tpw_mean',trailing=7,trend_threshhold=0.05, \
-                         annotate=False,mktidx='auto',source='auto'):
+                         annotate=False,mktidx='auto',source='auto',
+                         ticker_type='auto'):
     """
     功能：组合情况，可能多只股票，多个rar，多个收益率类型，多个无风险收益率
     
@@ -1255,7 +1277,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                                          ret_type,RF,regression_period, \
                                          graph,axhline_value,axhline_label, \
                                          printout,sortby,trailing,trend_threshhold, \
-                                         annotate,mktidx,source)
+                                         annotate,mktidx,source,ticker_type=ticker_type)
                 return df
                 
             if rar_num >1:    #多个RAR    
@@ -1264,7 +1286,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                                         ret_type=ret_type,RF=RF,regression_period=regression_period, \
                                         graph=graph,axhline_value=axhline_value,axhline_label=axhline_label, \
                                         printout=printout,sortby=sortby,trailing=trailing,trend_threshhold=trend_threshhold, \
-                                        annotate=annotate,mktidx=mktidx,source=source)
+                                        annotate=annotate,mktidx=mktidx,source=source,ticker_type=ticker_type)
                 return df            
         else:
             #实际上是单个证券
@@ -1282,7 +1304,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                                      ret_type,RF,regression_period, \
                                      graph,axhline_value,axhline_label, \
                                      printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source)
+                                     annotate,mktidx,source,ticker_type=ticker_type)
             return df
         else:
             #实际上是单个RAR
@@ -1298,7 +1320,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                                      ret_type,RF,regression_period, \
                                      graph,axhline_value,axhline_label, \
                                      printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source)
+                                     annotate,mktidx,source,ticker_type=ticker_type)
             return df
         else:
             #实际上是单个收益率类型
@@ -1314,7 +1336,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                                      regression_period, \
                                      graph,axhline_value,axhline_label, \
                                      printout,sortby,trailing,trend_threshhold, \
-                                     annotate,mktidx,source)
+                                     annotate,mktidx,source,ticker_type=ticker_type)
             return df
         else:
             #实际上是单个RF
@@ -1325,7 +1347,7 @@ def compare_rar_security(ticker,start,end,rar='sharpe', \
                              ret_type,RF,regression_period, \
                              graph,axhline_value,axhline_label, \
                              printout,sortby,trailing,trend_threshhold, \
-                             annotate,mktidx,source)
+                             annotate,mktidx,source,ticker_type=ticker_type)
     return df